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Earnings announcements of KLSE stocks: impact of type of news, firm size, and ownership structure on price behavior

Cheah, Weng Hong (2004) Earnings announcements of KLSE stocks: impact of type of news, firm size, and ownership structure on price behavior. Masters thesis, Universiti Sains Malaysia.

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Abstract

This paper studies the impact of factors in affecting the price behavior of the local stock market during earnings announcements. In addition, the market efficiency during post-earnings announcements is also studied. Appropriate adjustments to mitigate possible effects of thin trading bias are carried out using Dimson method. The factors investigated included type of news, firm size, level of institutional ownership, and level of foreign ownership.

Item Type:Thesis (Masters)
Subjects:H Social Sciences > HF Commerce > HF5001-6182 Business
ID Code:25749
Deposited By:Mr. HR
Deposited On:24 Jul 2012 10:39
Last Modified:25 Jul 2012 10:04

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